-10.1%
CLX vs SGI
+80.7%
-90.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.3% | +2.3% | +5.0% |
| 7D | +17.4% | -0.2% | +17.6% | +17.4% |
| 30D | +27.8% | +6.6% | +21.2% | +26.2% |
| 3M | +3.0% | +1.8% | +1.2% | +2.5% |
| 6M | +17.5% | -3.9% | +21.4% | +17.8% |
| YTD | +10.0% | -25.2% | +35.2% | +13.3% |
| 1Y | +3.3% | -26.7% | +30.0% | +6.5% |
| 3Y | -10.1% | +86.8% | -96.9% | -13.9% |
| All | -10.1% | +80.7% | -90.9% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling